-39.6%
MOD vs PENG
+73.0%
-112.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -23.0% | +15.7% | +2.7% |
| 7D | -34.2% | -36.7% | +2.5% | -20.4% |
| 30D | -51.9% | -42.0% | -9.8% | -40.2% |
| 3M | -53.0% | -33.2% | -19.8% | -45.7% |
| 6M | -66.4% | +2.1% | -68.5% | -69.8% |
| YTD | -31.5% | +90.3% | -121.8% | -56.9% |
| 1Y | -39.6% | +67.7% | -107.2% | -57.8% |
| All | -39.6% | +73.0% | -112.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling